Universal prediction of individual sequences
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(54)- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm
- Predictive stochastic complexity and model estimation for finite-state processes
- The complexity and effectiveness of prediction algorithms
- Universal sequences
- Efficient learning of typical finite automata from random walks
- Predicting a binary sequence almost as well as the optimal biased coin
- Fractal dimension and logarithmic loss unpredictability.
- The prediction of sequences
- Universal prediction of random binary sequences in a noisy environment
- On prediction of individual sequences
- On asymptotically optimal methods of prediction and adaptive coding for Markov sources
- Universal probability-free prediction
- Randomized prediction of individual sequences
- A note on sequence prediction over large alphabets
- Relevant states and memory in Markov chain bootstrapping and simulation
- Prediction and dimension
- Regret in the on-line decision problem
- Adaptive game playing using multiplicative weights
- Conditional universal consistency.
- On the complexity of function learning
- Analysis of two gradient-based algorithms for on-line regression
- Variable length Markov chains
- Upper estimate of partial prediction degree for general regular superevents
- Model selection by sequentially normalized least squares
- Chasing Ghosts: Competing with Stateful Policies
- Sequence complexity and work extraction
- Identification and Prediction
- Finite-Memory Universal Prediction of Individual Sequences
- Some Stochastic Properties of Memoryless Individual Sequences
- Universal Filtering Via Prediction
- On Context-Tree Prediction of Individual Sequences
- Similarity in languages and programs
- Universal schemes for sequential decision from individual data sequences
- Optimal sequential probability assignment for individual sequences
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- A universal predictor based on pattern matching
- On delayed prediction of individual sequences
- Universal prediction
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- Universal coding and prediction on ergodic random points
- Online portfolio selection: a survey
- Prediction with a short memory
- Algorithmic Learning Theory
- High-confidence predictions under adversarial uncertainty
- High-confidence predictions under adversarial uncertainty
- A Bayesian approach to (online) transfer learning: theory and algorithms
- Ordinal regression meets online learning: interactive preference learning for multiple criteria choice and ranking with provable guarantees
- Thompson sampling for adversarial bit prediction
- On system complexity, stability and performance: application to prediction
- A universal online caching algorithm based on pattern matching
- A conversation with James Hannan
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